| Trading Metrics calculated at close of trading on 06-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
06-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
2,712.0 |
2,753.0 |
41.0 |
1.5% |
2,636.0 |
| High |
2,758.0 |
2,753.0 |
-5.0 |
-0.2% |
2,758.0 |
| Low |
2,705.0 |
2,737.0 |
32.0 |
1.2% |
2,558.0 |
| Close |
2,729.0 |
2,737.0 |
8.0 |
0.3% |
2,729.0 |
| Range |
53.0 |
16.0 |
-37.0 |
-69.8% |
200.0 |
| ATR |
57.9 |
55.5 |
-2.4 |
-4.2% |
0.0 |
| Volume |
18,701 |
26,681 |
7,980 |
42.7% |
84,218 |
|
| Daily Pivots for day following 06-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,790.3 |
2,779.7 |
2,745.8 |
|
| R3 |
2,774.3 |
2,763.7 |
2,741.4 |
|
| R2 |
2,758.3 |
2,758.3 |
2,739.9 |
|
| R1 |
2,747.7 |
2,747.7 |
2,738.5 |
2,745.0 |
| PP |
2,742.3 |
2,742.3 |
2,742.3 |
2,741.0 |
| S1 |
2,731.7 |
2,731.7 |
2,735.5 |
2,729.0 |
| S2 |
2,726.3 |
2,726.3 |
2,734.1 |
|
| S3 |
2,710.3 |
2,715.7 |
2,732.6 |
|
| S4 |
2,694.3 |
2,699.7 |
2,728.2 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,281.7 |
3,205.3 |
2,839.0 |
|
| R3 |
3,081.7 |
3,005.3 |
2,784.0 |
|
| R2 |
2,881.7 |
2,881.7 |
2,765.7 |
|
| R1 |
2,805.3 |
2,805.3 |
2,747.3 |
2,843.5 |
| PP |
2,681.7 |
2,681.7 |
2,681.7 |
2,700.8 |
| S1 |
2,605.3 |
2,605.3 |
2,710.7 |
2,643.5 |
| S2 |
2,481.7 |
2,481.7 |
2,692.3 |
|
| S3 |
2,281.7 |
2,405.3 |
2,674.0 |
|
| S4 |
2,081.7 |
2,205.3 |
2,619.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,758.0 |
2,558.0 |
200.0 |
7.3% |
53.2 |
1.9% |
90% |
False |
False |
22,004 |
| 10 |
2,758.0 |
2,537.0 |
221.0 |
8.1% |
54.2 |
2.0% |
90% |
False |
False |
14,597 |
| 20 |
2,807.0 |
2,537.0 |
270.0 |
9.9% |
52.5 |
1.9% |
74% |
False |
False |
8,349 |
| 40 |
2,834.0 |
2,537.0 |
297.0 |
10.9% |
53.9 |
2.0% |
67% |
False |
False |
4,964 |
| 60 |
2,834.0 |
2,481.0 |
353.0 |
12.9% |
55.7 |
2.0% |
73% |
False |
False |
5,541 |
| 80 |
2,834.0 |
2,424.0 |
410.0 |
15.0% |
58.8 |
2.1% |
76% |
False |
False |
5,045 |
| 100 |
2,909.0 |
2,387.0 |
522.0 |
19.1% |
64.2 |
2.3% |
67% |
False |
False |
4,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,821.0 |
|
2.618 |
2,794.9 |
|
1.618 |
2,778.9 |
|
1.000 |
2,769.0 |
|
0.618 |
2,762.9 |
|
HIGH |
2,753.0 |
|
0.618 |
2,746.9 |
|
0.500 |
2,745.0 |
|
0.382 |
2,743.1 |
|
LOW |
2,737.0 |
|
0.618 |
2,727.1 |
|
1.000 |
2,721.0 |
|
1.618 |
2,711.1 |
|
2.618 |
2,695.1 |
|
4.250 |
2,669.0 |
|
|
| Fisher Pivots for day following 06-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,745.0 |
2,731.2 |
| PP |
2,742.3 |
2,725.3 |
| S1 |
2,739.7 |
2,719.5 |
|